Quantcast
Channel: How can I reconstruct a normal distribution from a set of percentiles? - Cross Validated
Browsing index pages (3 articles)

Image may be NSFW.
Clik here to view.

Answer by Silverfish for How can I reconstruct a normal distribution from a...

You have a system of equations, all of the form $\mu + z_i \sigma \approx q_i$ where $q_i$ is one of your percentiles (or more generally, quantiles), and $z_i$ is the corresponding z-score. So $z...

View Article


How can I reconstruct a normal distribution from a set of percentiles?

I have the 3rd, 10th, 50th, 90th, and 97th percentile values of a normally distributed variable, and I wish to generate a dataset that will allow me to query for other percentile values (say, the...

View Article


Answer by Stephan Kolassa for How can I reconstruct a normal distribution...

I am not quite sure why you think your code should give you the results you are looking for.The simplest approach would be to note that the median of the normal distribution is equal to the mean, so...

View Article
Browsing index pages (3 articles)


Latest Images